Formula for the Laplace transform of the projection of a distribution on the positive semiaxis and some of its applications

DOI10.1134/S0001434608110102MaRDI QIDQ635631zbMATH OpenFDO

Authors Sergei Nagaev

Publication date 20 August 2011

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0001434608110102

zbMATH Keywords

Cauchy integralharmonic measureLaplace transformprobability distributionrandom walkrenewal measurevitali theorem

Mathematics Subject Classification ID

Laplace transform (44A10) Characteristic functions; other transforms (60E10)

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Cites work

• Harmonic renewal measures
• Harmonic renewal measures and bivariate domains of attraction in fluctuation theory
• Harmonic Renewal Sequences and the First Positive Sum
• scientific article; zbMATH DE number 3137792 (Why is no real title available?)
• scientific article; zbMATH DE number 3137541 (Why is no real title available?)
• scientific article; zbMATH DE number 3919471 (Why is no real title available?)
• scientific article; zbMATH DE number 1111385 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• On harmonic renewal measures
• Some theorems on harmonic renewal measures

Cited in

(3)

• Problems in calculating moments and distribution functions of ladder heights
• Exact expressions for the moments of ladder heights
• Formula for the Laplace transform of the projection of a distribution on the positive half-line and some of its applications

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